Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-26 0.447435 0.496597 0.550959 0.615912 0.691906 0.778625 0.885961
2025-02-02 0.389979 0.452353 0.525773 0.619729 0.738484 0.885995 1.087023
2025-02-09 0.345424 0.413894 0.498346 0.612309 0.765539 0.969821 1.272669
2025-02-16 0.315484 0.388409 0.481981 0.614203 0.802100 1.069560 1.499721
2025-02-23 0.283862 0.356703 0.453028 0.594119 0.803687 1.118546 1.661556
2025-03-02 0.256110 0.327135 0.423369 0.568539 0.792297 1.144417 1.790517
2025-03-09 0.241866 0.314419 0.415342 0.572602 0.825279 1.244689 2.073247
2025-03-16 0.234279 0.310074 0.418407 0.593047 0.886426 1.402864 2.513305
2025-03-23 0.224752 0.301996 0.414968 0.602505 0.930144 1.538403 2.955166
2025-03-30 0.214779 0.292386 0.408183 0.605444 0.962424 1.658449 3.408802
2025-04-06 0.204355 0.281292 0.398067 0.601485 0.981173 1.754810 3.844546
2025-04-13 0.190302 0.263774 0.376496 0.575662 0.954897 1.750257 4.005050
2025-04-20 0.183437 0.257221 0.372480 0.581090 0.992115 1.898831 4.704244
2025-04-27 0.177380 0.251508 0.369336 0.587663 1.032690 2.066254 5.576445
2025-05-04 0.169701 0.242725 0.360400 0.582562 1.048008 2.176020 6.328191
2025-05-11 0.164058 0.236866 0.355947 0.585408 1.081006 2.341505 7.445721
2025-05-18 0.155363 0.225549 0.341350 0.567216 1.064053 2.365620 7.966099
2025-05-25 0.146429 0.213425 0.324662 0.543551 1.031535 2.338264 8.227223
2025-06-01 0.142502 0.209412 0.321969 0.547577 1.064956 2.517141 9.771498
2025-06-08 0.141131 0.209567 0.326634 0.566923 1.138763 2.848782 12.748992
2025-06-15 0.138313 0.207098 0.326349 0.575888 1.188165 3.120255 15.913314
2025-06-22 0.134824 0.203288 0.323335 0.578697 1.222008 3.350979 19.351898
2025-06-29 0.130701 0.198182 0.317589 0.575004 1.237714 3.520372 22.727591